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Issue Date
Title
Author(s)
2007
Measuring spillover effects across Asian property stocks
Wilson, P.
;
Stevenson, S.
;
Zurbrugg, R.
2007
Foreign property shocks and the impact on domestic securitized real estate markets: An unobserved components approach
Wilson, P.
;
Stevenson, S.
;
Zurbrugg, R.
2007
Assessing the time-varying interest rate sensitivity of real estate securities
Stevenson, S.
;
Wilson, P.
;
Zurbrugg, R.
2009
Equity and fixed income markets as drivers of securitised real estate
Cheong, C.
;
Gerlach, R.
;
Stevenson, S.
;
Wilson, P.
;
Zurbrugg, R.
Discover
Author
4
Wilson, P.
1
Cheong, C.
1
Gerlach, R.
Subject
1
cointegration
1
property market shocks
1
securitised property
1
Spillover effects
1
structural time series models
1
structure time series
1
unobserved components
Date issued
1
2009
3
2007